+3,125.1%
ENB vs VRSN
+7,135.0%
-4,010.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.1% | +1.4% | +1.7% | +3.0% |
| 30D | +2.1% | +3.9% | -1.7% | +1.8% |
| 3M | -4.4% | +9.3% | -13.8% | -5.1% |
| 6M | -10.1% | +6.7% | -16.7% | -10.6% |
| YTD | +5.2% | +30.0% | -24.9% | +2.8% |
| 1Y | +4.2% | +26.0% | -21.8% | +2.1% |
| 3Y | +70.1% | +53.1% | +17.0% | +63.8% |
| 5Y | +59.4% | +35.0% | +24.4% | +54.3% |
| 10Y | +109.5% | +291.7% | -182.2% | +90.1% |
| All | +3,125.1% | +7,135.0% | -4,010.0% | +2,470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling